+175.5%
EXE vs WAB
+251.8%
-76.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.3% | +0.3% |
| 7D | -2.2% | -0.2% | -2.0% | -2.1% |
| 30D | -0.8% | -5.9% | +5.1% | +1.4% |
| 3M | +10.0% | +9.4% | +0.7% | +5.5% |
| 6M | -6.3% | +13.8% | -20.2% | -12.4% |
| YTD | -10.7% | +31.8% | -42.4% | -21.9% |
| 1Y | +2.7% | +48.5% | -45.8% | -15.1% |
| 3Y | +19.1% | +167.0% | -147.8% | -27.2% |
| 5Y | +105.4% | +222.3% | -116.9% | +12.3% |
| All | +175.5% | +251.8% | -76.3% | +45.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded WAB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling